Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52175.89 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48049.62 Kr¶

PnL: ---------------------------------------> -882.38 Kr¶

DD now: ---------------------------------> -1.778 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 11:13:15.254156'

Anic Portfolio¶

Today¶

Return: 0.194 %¶

This Week¶

Return: -0.268 %¶

Total portfolio value¶

Return including deposits: 70.81 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.850000 688.940000 49.940000 7.820000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Vitrolife 3 2.340000 708.600000 31.600000 4.670000 677.000001
Volati 5 5.580000 605.000000 31.000000 5.400000 574.000000
Embracer Group B 26 2.720000 692.900000 30.900000 4.670000 661.999988
Biotage 4 1.310000 632.200000 29.200000 4.840000 603.000000
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Addtech B 3 0.000000 715.200000 15.200000 2.170000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.120000 663.950000 9.950000 1.520000 653.999997
Fortnox 10 -0.030000 676.200000 8.200000 1.230000 668.000000
Humana 40 2.540000 679.200000 5.200000 0.770000 674.000000
Svolder B 35 -0.400000 2184.000000 5.000000 0.230000 2179.000005
Latour B 2 -0.620000 449.200000 0.200000 0.040000 449.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.830000 1317.500000 -2.500000 -0.190000 1320.000000
Addnode Group B 6 -1.890000 745.800000 -6.200000 -0.820000 751.999998
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Sdiptech B 3 -1.310000 813.600000 -8.400000 -1.020000 822.000000
SCA A 4 0.270000 589.600000 -9.400000 -1.570000 599.000000
Sampo Oyj SDB 1 -0.700000 495.000000 -10.000000 -1.980000 505.000000
Investor B 3 -0.510000 645.450000 -12.550000 -1.910000 657.999999
BONESUPPORT HOLDING 10 -0.080000 1209.000000 -15.000000 -1.230000 1224.000000
Lime Technologies 2 -3.090000 565.000000 -28.000000 -4.720000 593.000000
Ambea 68 0.550000 2479.280000 -57.720000 -2.280000 2537.000032
Gaming Innovation Group 161 -0.390000 4129.650000 -58.350000 -1.390000 4187.999942
Sedana Medical 135 3.200000 4266.000000 -65.000000 -1.500000 4330.999935
Creades A 7 -0.640000 545.300000 -65.700000 -10.750000 610.999998
Lundin Gold 7 -1.220000 905.800000 -68.200000 -7.000000 973.999999
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.600000 3444.800000 -100.200000 -2.830000 3545.000000
New Wave B 40 -0.060000 3757.600000 -158.400000 -4.040000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48081.870000 -850.130000 -1.71725% 48931.999868

Updated:¶

'2023-06-14 11:11:17.402450'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶